Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-19 0.334142 0.366388 0.401806 0.443861 0.492785 0.548342 0.616836
2025-10-26 0.292270 0.333214 0.380954 0.441541 0.517587 0.611591 0.739437
2025-11-02 0.257462 0.301457 0.354933 0.426135 0.520754 0.645793 0.830315
2025-11-09 0.229970 0.274627 0.330626 0.407994 0.515567 0.665755 0.903564
2025-11-16 0.214695 0.261148 0.321137 0.407025 0.531931 0.716422 1.031444
2025-11-23 0.206594 0.255855 0.321346 0.418548 0.566647 0.799037 1.231076
2025-11-30 0.196349 0.246624 0.315016 0.419523 0.585019 0.858516 1.407375
2025-12-07 0.186352 0.236841 0.306869 0.416573 0.596261 0.907380 1.578264
2025-12-14 0.176879 0.227057 0.297813 0.411070 0.602176 0.947312 1.743704
2025-12-21 0.167455 0.216711 0.287108 0.401815 0.600261 0.971868 1.882761
2025-12-28 0.163304 0.213640 0.286899 0.409199 0.628228 1.060040 2.217904
2026-01-04 0.160859 0.212849 0.289979 0.422135 0.667960 1.181653 2.715523
2026-01-11 0.154083 0.205400 0.282495 0.416894 0.673391 1.231560 3.035493
2026-01-18 0.149315 0.200708 0.279019 0.418258 0.692018 1.317185 3.548278
2026-01-25 0.141993 0.191749 0.268169 0.405562 0.680317 1.325654 3.772602
2026-02-01 0.134494 0.182201 0.255875 0.389354 0.659469 1.306689 3.871974
2026-02-08 0.130638 0.178123 0.252273 0.388754 0.671826 1.379240 4.470079
2026-02-15 0.129246 0.177797 0.254786 0.399658 0.710842 1.537997 5.752388
2026-02-22 0.126121 0.174569 0.252222 0.400636 0.727532 1.637002 6.878291
2026-03-01 0.122550 0.170469 0.247945 0.397911 0.735155 1.710376 7.995128
2026-03-08 0.118792 0.165918 0.242659 0.392782 0.736325 1.763272 9.092994
2026-03-15 0.114669 0.160628 0.235853 0.384133 0.727790 1.780550 9.916148
2026-03-22 0.113282 0.159744 0.236689 0.391042 0.759507 1.956257 13.321341